SAP TV_CONVEXITY_ADJUSTMENT Function Module for Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps









TV_CONVEXITY_ADJUSTMENT is a standard tv convexity adjustment SAP function module available within SAP R/3 or S/4 Hana systems, depending on your version and release level. It is used for Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps processing and below is the pattern details for this FM, showing its interface including any import and export parameters, exceptions etc. there is also a full "cut and paste" ABAP pattern code example, along with implementation ABAP coding, documentation and contribution comments specific to this or related objects.


See here to view full function module documentation and code listing for tv convexity adjustment FM, simply by entering the name TV_CONVEXITY_ADJUSTMENT into the relevant SAP transaction such as SE37 or SE38.

Function Group: TVZI
Program Name: SAPLTVZI
Main Program: SAPLTVZI
Appliation area: F
Release date: N/A
Mode(Normal, Remote etc): Normal Function Module
Update:



Function TV_CONVEXITY_ADJUSTMENT pattern details

In-order to call this FM within your sap programs, simply using the below ABAP pattern details to trigger the function call...or see the full ABAP code listing at the end of this article. You can simply cut and paste this code into your ABAP progrom as it is, including variable declarations.
CALL FUNCTION 'TV_CONVEXITY_ADJUSTMENT'"Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps
  EXPORTING
*  AKT_DATUM = SY-DATUM "Aktuelles Datum
   I_MSEG =  "Marktsegment (Zinskurven, Volas etc.) zur Bewert
*  BEWERTUNGSDATUM = SY-DATUM "Bewertungsdatum
   FIXINGDATUM =  "Datum, zu dem Forwardsatz fixiert wird
   SZSREF =  "Referenzsatz, der Forwardsatz zugrundeliegt
   FORWARD_RATE =  "Anzupassender Forwardsatz in Prozent
   LAUFZ_TAGE =  "Laufzeit des Referenzsatzes
*  KALK_VOLA =  "evtl. Vola von aussen mitgeben
*  SZENAME = ' ' "Szenarienname
*  SHIFT_REGEL =  "Regeln, nach denen Marktdaten verändert

 IMPORTING
   ADJ_RATE =  "Angepasster Forwardsatz
   FOUND_VOLA =  "Falls intern gesucht, Wert der benutzten Vola

TABLES
   YCTYPE =  "Für Abzinsung zu benutzende Zkart und Währung

EXCEPTIONS
   MARKET_DATA_VOLA = 1    MARKET_DATA_RATES = 2    REF_MAT_TOO_SMALL = 3
.



IMPORTING Parameters details for TV_CONVEXITY_ADJUSTMENT

AKT_DATUM - Aktuelles Datum

Data type: SY-DATUM
Default: SY-DATUM
Optional: Yes
Call by Reference: No ( called with pass by value option)

I_MSEG - Marktsegment (Zinskurven, Volas etc.) zur Bewert

Data type: JBRMSEG
Optional: No
Call by Reference: No ( called with pass by value option)

BEWERTUNGSDATUM - Bewertungsdatum

Data type: SY-DATUM
Default: SY-DATUM
Optional: Yes
Call by Reference: No ( called with pass by value option)

FIXINGDATUM - Datum, zu dem Forwardsatz fixiert wird

Data type: SY-DATUM
Optional: No
Call by Reference: No ( called with pass by value option)

SZSREF - Referenzsatz, der Forwardsatz zugrundeliegt

Data type: JBRBEWEG-SZSREF
Optional: No
Call by Reference: No ( called with pass by value option)

FORWARD_RATE - Anzupassender Forwardsatz in Prozent

Data type: JBD11-IGKM
Optional: No
Call by Reference: No ( called with pass by value option)

LAUFZ_TAGE - Laufzeit des Referenzsatzes

Data type: VTBBEWE-ATAGE
Optional: No
Call by Reference: No ( called with pass by value option)

KALK_VOLA - evtl. Vola von aussen mitgeben

Data type: ATZVO-VOLA
Optional: Yes
Call by Reference: No ( called with pass by value option)

SZENAME - Szenarienname

Data type: VTVSZZINS-SZENARI
Default: ' '
Optional: Yes
Call by Reference: No ( called with pass by value option)

SHIFT_REGEL - Regeln, nach denen Marktdaten verändert

Data type: JBRREG
Optional: Yes
Call by Reference: No ( called with pass by value option)

EXPORTING Parameters details for TV_CONVEXITY_ADJUSTMENT

ADJ_RATE - Angepasster Forwardsatz

Data type: JBD11-IGKM
Optional: No
Call by Reference: No ( called with pass by value option)

FOUND_VOLA - Falls intern gesucht, Wert der benutzten Vola

Data type: ATZVO-VOLA
Optional: No
Call by Reference: No ( called with pass by value option)

TABLES Parameters details for TV_CONVEXITY_ADJUSTMENT

YCTYPE - Für Abzinsung zu benutzende Zkart und Währung

Data type: VTV_SOPYC
Optional: No
Call by Reference: No ( called with pass by value option)

EXCEPTIONS details

MARKET_DATA_VOLA - Vola konnte nicht besorgt werden

Data type:
Optional: No
Call by Reference: No ( called with pass by value option)

MARKET_DATA_RATES - Abzinsungskurve konnte nicht geholt werden

Data type:
Optional: No
Call by Reference: No ( called with pass by value option)

REF_MAT_TOO_SMALL - Laufzeit des Referenzsatzes zu klein

Data type:
Optional: No
Call by Reference: No ( called with pass by value option)

Copy and paste ABAP code example for TV_CONVEXITY_ADJUSTMENT Function Module

The ABAP code below is a full code listing to execute function module POPUP_TO_CONFIRM including all data declarations. The code uses the original data declarations rather than the latest in-line data DECLARATION SYNTAX but I have included an ABAP code snippet at the end to show how declarations would look using the newer method of declaring data variables on the fly. This will allow you to compare and fully understand the new inline method. Please note some of the newer syntax such as the @DATA is not available until a later 4.70 service pack (SP8), which i why i have stuck to the origianl for this example.

DATA:
lt_yctype  TYPE STANDARD TABLE OF VTV_SOPYC, "   
lv_adj_rate  TYPE JBD11-IGKM, "   
lv_akt_datum  TYPE SY-DATUM, "   SY-DATUM
lv_market_data_vola  TYPE SY, "   
lv_i_mseg  TYPE JBRMSEG, "   
lv_found_vola  TYPE ATZVO-VOLA, "   
lv_bewertungsdatum  TYPE SY-DATUM, "   SY-DATUM
lv_market_data_rates  TYPE SY, "   
lv_fixingdatum  TYPE SY-DATUM, "   
lv_ref_mat_too_small  TYPE SY, "   
lv_szsref  TYPE JBRBEWEG-SZSREF, "   
lv_forward_rate  TYPE JBD11-IGKM, "   
lv_laufz_tage  TYPE VTBBEWE-ATAGE, "   
lv_kalk_vola  TYPE ATZVO-VOLA, "   
lv_szename  TYPE VTVSZZINS-SZENARI, "   ' '
lv_shift_regel  TYPE JBRREG. "   

  CALL FUNCTION 'TV_CONVEXITY_ADJUSTMENT'  "Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps
    EXPORTING
         AKT_DATUM = lv_akt_datum
         I_MSEG = lv_i_mseg
         BEWERTUNGSDATUM = lv_bewertungsdatum
         FIXINGDATUM = lv_fixingdatum
         SZSREF = lv_szsref
         FORWARD_RATE = lv_forward_rate
         LAUFZ_TAGE = lv_laufz_tage
         KALK_VOLA = lv_kalk_vola
         SZENAME = lv_szename
         SHIFT_REGEL = lv_shift_regel
    IMPORTING
         ADJ_RATE = lv_adj_rate
         FOUND_VOLA = lv_found_vola
    TABLES
         YCTYPE = lt_yctype
    EXCEPTIONS
        MARKET_DATA_VOLA = 1
        MARKET_DATA_RATES = 2
        REF_MAT_TOO_SMALL = 3
. " TV_CONVEXITY_ADJUSTMENT




ABAP code using 7.40 inline data declarations to call FM TV_CONVEXITY_ADJUSTMENT

The below ABAP code uses the newer in-line data declarations. This allows you to see the coding differences/benefits of the later inline syntax. Please note some of the newer syntax below, such as the @DATA is not available until 4.70 EHP 8.

 
"SELECT single IGKM FROM JBD11 INTO @DATA(ld_adj_rate).
 
"SELECT single DATUM FROM SY INTO @DATA(ld_akt_datum).
DATA(ld_akt_datum) = SY-DATUM.
 
 
 
"SELECT single VOLA FROM ATZVO INTO @DATA(ld_found_vola).
 
"SELECT single DATUM FROM SY INTO @DATA(ld_bewertungsdatum).
DATA(ld_bewertungsdatum) = SY-DATUM.
 
 
"SELECT single DATUM FROM SY INTO @DATA(ld_fixingdatum).
 
 
"SELECT single SZSREF FROM JBRBEWEG INTO @DATA(ld_szsref).
 
"SELECT single IGKM FROM JBD11 INTO @DATA(ld_forward_rate).
 
"SELECT single ATAGE FROM VTBBEWE INTO @DATA(ld_laufz_tage).
 
"SELECT single VOLA FROM ATZVO INTO @DATA(ld_kalk_vola).
 
"SELECT single SZENARI FROM VTVSZZINS INTO @DATA(ld_szename).
DATA(ld_szename) = ' '.
 
 


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